CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7357 |
0.0032 |
0.4% |
0.7428 |
| High |
0.7374 |
0.7370 |
-0.0005 |
-0.1% |
0.7472 |
| Low |
0.7305 |
0.7304 |
-0.0001 |
0.0% |
0.7300 |
| Close |
0.7361 |
0.7338 |
-0.0023 |
-0.3% |
0.7338 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.0% |
0.0172 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
64,428 |
69,499 |
5,071 |
7.9% |
390,993 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7535 |
0.7503 |
0.7374 |
|
| R3 |
0.7469 |
0.7437 |
0.7356 |
|
| R2 |
0.7403 |
0.7403 |
0.7350 |
|
| R1 |
0.7371 |
0.7371 |
0.7344 |
0.7354 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7329 |
| S1 |
0.7305 |
0.7305 |
0.7332 |
0.7288 |
| S2 |
0.7271 |
0.7271 |
0.7326 |
|
| S3 |
0.7205 |
0.7239 |
0.7320 |
|
| S4 |
0.7139 |
0.7173 |
0.7302 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7886 |
0.7784 |
0.7433 |
|
| R3 |
0.7714 |
0.7612 |
0.7385 |
|
| R2 |
0.7542 |
0.7542 |
0.7370 |
|
| R1 |
0.7440 |
0.7440 |
0.7354 |
0.7405 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7352 |
| S1 |
0.7268 |
0.7268 |
0.7322 |
0.7233 |
| S2 |
0.7198 |
0.7198 |
0.7306 |
|
| S3 |
0.7026 |
0.7096 |
0.7291 |
|
| S4 |
0.6854 |
0.6924 |
0.7243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0074 |
1.0% |
22% |
False |
False |
78,198 |
| 10 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0076 |
1.0% |
22% |
False |
False |
87,618 |
| 20 |
0.7563 |
0.7300 |
0.0263 |
3.6% |
0.0067 |
0.9% |
15% |
False |
False |
79,294 |
| 40 |
0.7563 |
0.7196 |
0.0367 |
5.0% |
0.0076 |
1.0% |
39% |
False |
False |
87,090 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
45% |
False |
False |
95,195 |
| 80 |
0.7755 |
0.7156 |
0.0599 |
8.2% |
0.0072 |
1.0% |
30% |
False |
False |
75,046 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
26% |
False |
False |
60,146 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
26% |
False |
False |
50,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7650 |
|
2.618 |
0.7542 |
|
1.618 |
0.7476 |
|
1.000 |
0.7436 |
|
0.618 |
0.7410 |
|
HIGH |
0.7370 |
|
0.618 |
0.7344 |
|
0.500 |
0.7337 |
|
0.382 |
0.7329 |
|
LOW |
0.7304 |
|
0.618 |
0.7263 |
|
1.000 |
0.7238 |
|
1.618 |
0.7197 |
|
2.618 |
0.7131 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7338 |
| PP |
0.7337 |
0.7337 |
| S1 |
0.7337 |
0.7337 |
|